(Semi)Variograms are usually discussed in the framework of stationary or in- trinsically stationary processes. We retell here this piece of theory in the setting of generic Gaussian vectors and of Gaussian vectors with constant variance. We show how to reparametrize the distribution as a function of the variogram and how to characterise all the Gaussian distribution with a given variogram.
A note on Semivariogram / Pistone, Giovanni; Vicario, Grazia - In: Topics on methodological and Applied Statistical Inference / Tonio Di Battista Elías Moreno Walter Racugno. - STAMPA. - Springer International Publishing Switzerland 2016 : Springer, 2016. - ISBN 978-3-319-44092-7. - pp. 181-190 [10.1007/978-3-319-44093-4]
A note on Semivariogram
Vicario, Grazia
2016
Abstract
(Semi)Variograms are usually discussed in the framework of stationary or in- trinsically stationary processes. We retell here this piece of theory in the setting of generic Gaussian vectors and of Gaussian vectors with constant variance. We show how to reparametrize the distribution as a function of the variogram and how to characterise all the Gaussian distribution with a given variogram.Pubblicazioni consigliate
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https://hdl.handle.net/11583/2655532
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